After executing add_features_from() many dataset fields remain unchanged

[StrikerRUS]

Dataset's add_features_from() method makes a lot of fields outdated and it's very confusing.
For example:

import numpy as np
import lightgbm as lgb

X1 = np.random.random((100, 2))
y1 = np.random.random(100)
lgb_data1 = lgb.Dataset(X1, y1, free_raw_data=False).construct()

X2 = np.random.random((100, 1))
y2 = np.random.random(100)
lgb_data2 = lgb.Dataset(X2, y2, free_raw_data=False).construct()

lgb_data2.add_features_from(lgb_data1)

lgb_data2.get_data().shape
>>> (100, 1)  # should be (100, 3)

lgb_data2._dump_text('dump.txt')
>>> feature_names: Column_0, Column_0, Column_1,  # duplicated column names

Gently ping @remcob-gr as author of #2006.

[github-actions]

This issue has been automatically locked since there has not been any recent activity since it was closed. To start a new related discussion, open a new issue at https://github.com/microsoft/LightGBM/issues including a reference to this.